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amoeba
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added bit on f-test
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Cesare Camestre
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Adjusted $R^2$ is& F test are not shown in regression with robust standard errors in Stata

The adjusted $R^2$ is not shown when a regression with robust standard errors is calculated in Stata. This is surprising to me since the value of the $R^2$ is unaffected in regressions with robust standard errors.

Is there any statistical reason for not quoting the adjusted $R^2$ when using robust standard errors in regression?

Furthemore if I add more variables the F test disappears.(e.g. with 9 variables it shows but not with 13), Is this for the same reason? How can we report such results and deal with this issue?

Adjusted $R^2$ is not shown in regression with robust standard errors in Stata

The adjusted $R^2$ is not shown when a regression with robust standard errors is calculated in Stata. This is surprising to me since the value of the $R^2$ is unaffected in regressions with robust standard errors.

Is there any statistical reason for not quoting the adjusted $R^2$ when using robust standard errors in regression?

Adjusted $R^2$ & F test are not shown in regression with robust standard errors in Stata

The adjusted $R^2$ is not shown when a regression with robust standard errors is calculated in Stata. This is surprising to me since the value of the $R^2$ is unaffected in regressions with robust standard errors.

Is there any statistical reason for not quoting the adjusted $R^2$ when using robust standard errors in regression?

Furthemore if I add more variables the F test disappears.(e.g. with 9 variables it shows but not with 13), Is this for the same reason? How can we report such results and deal with this issue?

edited body
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Nick Cox
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Adjusted $R^2$ is not showshown in regression with robust standard errors in Stata

The adjusted $R^2$ is not showshown when a regression with robust standard errors areis calculated in Stata. This is surprising to me since the value of the $R^2$ is unaffected in regressions with robust standard errors.

Is there any statistical reason for not quoting the adjusted $R^2$ when using robust standard errors in regression?

Adjusted $R^2$ is not show in regression with robust standard errors in Stata

The adjusted $R^2$ is not show when a regression with robust standard errors are calculated in Stata. This is surprising since the value of the $R^2$ is unaffected in regressions with robust standard errors.

Is there any statistical reason for not quoting the adjusted $R^2$ when using robust standard errors in regression?

Adjusted $R^2$ is not shown in regression with robust standard errors in Stata

The adjusted $R^2$ is not shown when a regression with robust standard errors is calculated in Stata. This is surprising to me since the value of the $R^2$ is unaffected in regressions with robust standard errors.

Is there any statistical reason for not quoting the adjusted $R^2$ when using robust standard errors in regression?

added 1 characters in body; edited title
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COOLSerdash
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Cesare Camestre
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Cesare Camestre
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